My biggest annoyance: open an incognito window (perhaps to do some Internet banking, or to log into one of the Google Apps accounts I've got); switch to another app; see a link in Twitter, email, or IM and click it; and it opens in the incognito window. Surely all new window events from other applications should go to the primary non-incognito window? Or at least you should be able to define the behaviour.
As an aside what I'd really like is sandboxed incognito tabs, so I can run multiple accounts on the same service (hi Google multi-accounts!) in the same window in different tabs without colliding cookies.
As an aside what I'd really like is sandboxed incognito tabs, so I can run multiple accounts on the same service (hi Google multi-accounts!) in the same window in different tabs without colliding cookies.